Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47767.03 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46372.14 Kr¶

PnL: ---------------------------------------> -516.43 Kr¶

DD now: ---------------------------------> -1.774 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:54:56.507882'

Anic Portfolio¶

Today¶

Return: -0.556 %¶

This Week¶

Return: 0.491 %¶

Total¶

Return: 56.377 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.560000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 -1.480000 3109.600000 138.600000 4.670000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -5.190000 435.000000 80.000000 22.540000 355.000000
Corem Property Group B 59 -4.380000 656.670000 79.670000 13.810000 576.999999
Boozt 12 0.350000 1700.400000 46.400000 2.810000 1653.999996
HMS Networks 2 -0.170000 716.000000 43.000000 6.390000 673.000000
OEM International B 7 1.150000 555.100000 27.100000 5.130000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.290000 547.400000 20.400000 3.870000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Coor Service Management Hold. 8 -0.510000 546.800000 14.800000 2.780000 532.000000
SAAB B 8 1.800000 3391.200000 14.200000 0.420000 3377.000000
Samhällsbyggnadsbo. i Norden D 12 -3.730000 259.920000 13.920000 5.660000 246.000000
Essity A 4 -0.170000 1162.000000 13.000000 1.130000 1149.000000
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Essity B 2 -0.270000 581.200000 7.200000 1.250000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
Resurs Holding 22 -1.130000 579.260000 5.260000 0.920000 573.999998
AcadeMedia 12 -0.380000 561.840000 4.840000 0.870000 557.000004
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
Midsona B 63 -4.650000 580.860000 -2.140000 -0.370000 582.999984
Securitas B 6 -0.440000 567.600000 -2.400000 -0.420000 570.000000
Handelsbanken A 5 -1.320000 542.250000 -3.750000 -0.690000 546.000000
Swedbank A 3 -0.880000 558.900000 -5.100000 -0.900000 564.000000
CTEK 13 -3.340000 523.510000 -10.490000 -1.960000 533.999999
Nordea Bank Abp 29 -0.840000 3439.400000 -14.600000 -0.420000 3453.999992
International Petroleum Corp. 5 1.960000 545.500000 -49.070000 -8.250000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.370000 3780.000000 -70.000000 -1.820000 3850.000000
OX2 18 0.180000 1505.700000 -158.300000 -9.510000 1663.999992
Axfood 13 0.360000 3593.200000 -162.800000 -4.330000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -3.450000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46372.140000 -516.430000 -1.77434% 46888.564618

Updated:¶

'2023-01-17 16:55:08.865701'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶